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<tr onclick="window.document.location='/tutorials/introduction-to-options/general-features-of-options';"  class="clickable" >
<td>1</td>
<td>
<h2>General Features of Options</h2>
<br>Options Contracts
<br>The Value of Options
<br>Option Moneyness
<br>Option Exercise and Assignment
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/quantconnect-options-api';"  class="clickable" >
<td>2</td>
<td>
<h2>QuantConnect Option API</a></h2>
<br>Option Data Access
<br>Option Contracts filtration
<br>Properties of Contracts
<br>Order Placement
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/put-call-parity-and-arbitrage-strategies';"  class="clickable" >
<td>3</td>
<td>
<h2>Put-Call Parity and Arbitrage Strategies</h2>
<br>Options Payoff
<br>Put-Call Parity
<br>Synthetic Positions
<br>Arbitrage Strategy
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/stochastic-processes-and-monte-carlo-method';"  class="clickable" >
<td>4</td>
<td>
<h2>Stochastic Processes and Monte Carlo Method</h2>
<br>Brownian Motion
<br>Wiener Process
<br>Monte Carlo Simulation of Stock Price
<br>Monte Carlo Simulation of European Options Price
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/options-pricing-black-scholes-merton-model';"  class="clickable" >
<td>5</td>
<td>
<h2>Options Pricing: Black Scholes Merton Model</h2>
<br>Determinants of Options Price
<br>Factors of BSM model
<br>Model Assumptions
<br>BSM pricing Formulas
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/the-greek-letters';"  class="clickable" >
<td>6</td>
<td>
<h2>The Greek Letters</h2>
<br>Delta (definition, impact factors, charts)
<br>Gamma (definition, impact factors, charts)
<br>Vega (definition, charts)
<br>Theta (definition, charts)
<br>Rho (definition, charts)
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/historical-volatility-and-implied-volatility';"  class="clickable" >
<td>7</td>
<td>
<h2>Historical Volatility and Implied Volatility</h2>
<br>Historical Volatility (Definition, Calculation)
<br>Implied Volatility(Definition, Calculation, affect factors)
<br>Volatility Smile
<br>Volatility Skew
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</tr>
<tr onclick="window.document.location='/tutorials/introduction-to-options/local-volatility-and-stochastic-volatility';"  class="clickable" >
<td>8</td>
<td>
<h2>Local Volatility and Stochastic Volatility</h2>
<br>Local Volatility (Definition, Calculation)
<br>Stochastic Volatility(Definition, Calculation)
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</tr>
</tbody>
</table>
